Cryptoval Trading Technologies
78 lines
2.6 KiB
INI
78 lines
2.6 KiB
INI
# ===============================================================================
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# REAL TIME SIMULATOR
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# (no Market Data)
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# ===============================================================================
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# Environment setting example
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# SIM_ORDER_ENTRY_WS_PORT=28081
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# SIM_ORDER_ENTRY_REST_PORT=28082
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# SIM_ACCOUNTING_REST_PORT=28083
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# simulation/market_simulator -> "" (root)
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{
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"initial_positions": {
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"exchange": "COINBASE",
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"assets": {
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"BTC": 0.1,
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"ETH": 5.0,
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"USD": 10000.0
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}
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},
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"market_data": {
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# NOT USED HERE. Use Direct Market data via MDGW
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}
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"order_entry": {
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"api": {
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"web_socket": {
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"url": "ws://localhost:@env{SIM_ORDER_ENTRY_WS_PORT}/ws"
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},
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"REST": {
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"port": @env{SIM_ORDER_ENTRY_REST_PORT},
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"base_url": "http://localhost:@env{SIM_ORDER_ENTRY_REST_PORT}",
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"endpoints": {
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"new_order": ["POST", "/order"],
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"cancel_order": ["POST", "/cancel"],
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"cancel_all": ["POST", "/cancel_all"],
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"open_orders": ["GET", "/open_orders"],
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"order_status": ["GET", "/order_status"]
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}
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}
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},
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"execution": {
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"fast": { # formerly known as --debug_mode in OEGW; use --fast_exec_mode in CL
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"partial_fill_wait_sec": 3600.0,
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"full_fill_wait_sec": 3600.0,
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"fee_rate": 0.006
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},
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"on_market_data": { ## DEFAULT METHOD
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"execute_on": [
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"BOOK_TOP",
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"TRADES"
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],
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"subscribe_instruments": [
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{"exch_acct": "COINBASE_AT", "instrument_id": "PAIR-BTC-USD"},
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{"exch_acct": "COINBASE_AT", "instrument_id": "PAIR-ETH-USD"}
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]
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"top_only": true,
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"pricing_method": "BY_MKT_TRD_PRICE_BY_TRADE",
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"min_order_age_sec": 0.1,
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"fee_schedule": {
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"taker_fee_rate": 0.006,
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"maker_fee_rate": 0.004
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}
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}
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},
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},
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"accounting": {
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"api": {
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"REST": {
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"port": @env{SIM_ACCOUNTING_REST_PORT},
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"base_url": "http://localhost:@env{SIM_ACCOUNTING_REST_PORT}",
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"endpoints": {
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"positions": ["GET", "/positions"],
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"trades": ["GET", "/trades"]
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}
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}
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}
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}
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}
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